-46.9%
CPNG vs RUN
-53.7%
+6.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.3% | +10.7% | +11.8% |
| 7D | +20.8% | +18.5% | +2.4% | +17.8% |
| 30D | +20.1% | +15.5% | +4.6% | +17.4% |
| 3M | +1.6% | -20.3% | +21.9% | +4.2% |
| 6M | -15.8% | -30.8% | +14.9% | -12.2% |
| YTD | -27.7% | -52.2% | +24.5% | -23.3% |
| 1Y | -46.9% | -53.9% | +6.9% | -43.7% |
| All | -46.9% | -53.7% | +6.8% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RUN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling